Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51636.85 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48437.79 Kr¶

PnL: ---------------------------------------> -649.78 Kr¶

DD now: ---------------------------------> -0.592 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 09:47:18.790284'

Anic Portfolio¶

Today¶

Return: -0.504 %¶

This Week¶

Return: 8.647 %¶

Total¶

Return: 69.046 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.000000 3380.400000 200.400000 6.300000 3180.000006
HMS Networks 2 0.000000 782.000000 109.000000 16.200000 673.000000
Nordea Bank Abp 29 -0.280000 3525.240000 71.240000 2.060000 3453.999992
SAAB B 8 0.470000 3443.200000 66.200000 1.960000 3377.000000
HEBA B 70 -1.160000 2691.500000 55.500000 2.110000 2636.000010
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Swedbank A 3 2.180000 603.900000 39.900000 7.070000 564.000000
Resurs Holding 22 0.140000 609.840000 35.840000 6.240000 573.999998
AcadeMedia 12 -0.930000 588.960000 31.960000 5.740000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.890000 379.700000 24.700000 6.960000 355.000000
OEM International B 7 -0.260000 547.400000 19.400000 3.670000 527.999997
Intrum 4 0.300000 541.000000 14.000000 2.660000 527.000000
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 0.170000 544.500000 8.500000 1.590000 536.000004
Securitas B 6 -0.850000 574.200000 4.200000 0.740000 570.000000
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Fastighetsbolag. Emilshus Pref 21 -2.370000 562.800000 0.800000 0.140000 562.000005
Samhällsbyggnadsbo. i Norden D 12 -0.100000 246.480000 0.480000 0.200000 246.000000
Handelsbanken A 5 0.280000 544.750000 -1.250000 -0.230000 546.000000
Coor Service Management Hold. 8 -0.300000 529.600000 -2.400000 -0.450000 532.000000
Corem Property Group B 59 -1.270000 574.070000 -2.930000 -0.510000 576.999999
Midsona B 63 -3.490000 574.560000 -8.440000 -1.450000 582.999984
Boozt 12 -0.070000 1644.000000 -10.000000 -0.600000 1653.999996
Essity B 2 -0.250000 548.600000 -25.400000 -4.430000 574.000000
Sampo Oyj SDB 7 -0.370000 3818.500000 -31.500000 -0.820000 3850.000000
CTEK 13 -1.460000 499.070000 -34.930000 -6.540000 533.999999
Fasadgruppen Group 38 -0.180000 4104.000000 -37.000000 -0.890000 4140.999992
International Petroleum Corp. 5 -2.630000 555.500000 -39.070000 -6.570000 594.565215
Essity A 4 0.000000 1108.000000 -41.000000 -3.570000 1149.000000
Vivesto 1368 0.000000 567.720000 -45.280000 -7.390000 612.999432
Beijer Electronics Group 27 -1.240000 3002.400000 -81.600000 -2.650000 3083.999994
OX2 22 -0.120000 1779.800000 -209.200000 -10.520000 1989.000002
Axfood 15 0.590000 4069.500000 -230.500000 -5.360000 4300.000005
Ovzon 64 -1.670000 3398.400000 -597.600000 -14.950000 3996.000000
TOTAL 48437.790000 -649.780000 -0.59204% 49087.564636

Updated:¶

'2023-01-31 09:47:32.204301'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶